+1,003.0%
BE vs IWF
+245.7%
+757.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.8% | +5.9% | +5.4% |
| 7D | +9.0% | -0.9% | +10.0% | +10.8% |
| 30D | +16.3% | -1.7% | +18.0% | +20.1% |
| 3M | +10.8% | +0.7% | +10.1% | +12.9% |
| 6M | +73.2% | +8.6% | +64.6% | +58.5% |
| YTD | +217.4% | +3.5% | +213.8% | +216.7% |
| 1Y | +309.8% | +7.0% | +302.8% | +302.8% |
| 3Y | +1,726.2% | +76.3% | +1,649.8% | +715.1% |
| 5Y | +1,306.2% | +74.8% | +1,231.4% | +580.5% |
| All | +1,003.0% | +245.7% | +757.3% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling